#Earnings Below are details on $NFLX earnings 1-day moves over the last 12 quarters.
July 16, 2018 AC -5.24%
April 16, 2018 AC 9.18%
Jan. 22, 2018 AC 9.97%
Oct. 16, 2017 AC -1.57%
July 17, 2017 AC 13.54%
April 17, 2017 AC -2.64%
Jan. 18, 2017 AC 3.86%
Oct. 17, 2016 AC 19.02%
July 18, 2016 AC -13.12%
April 18, 2016 AC -12.97%
Jan. 19, 2016 AC -0.13%
Oct. 14, 2015 AC -8.29%
With stock at 333.00, the data suggests these ranges.
Based on current IV (expected move per TOS): 299.36 to 355.64
Based on Average move over last 12 quarters: 305.38 to 360.62
Based on MAXIMUM move over last 12 Q’s: 269.66 to 396.34